To reproduce:
1) Create new project
2) Add C# script which would have this in Start() function:
Cursor.lockState = CursorLockMode.Confined;
3) Make sure GameWindow is not set to Maximize on Play
4) Run it, notice that cursor locks in a window where most recent console message goes.
5) Stop running(with Ctrl+P) it
6) Make game window Maximize on Play and drag it somewhere else
7) Run it again
8) Notice that cursor now locks in the space where non-maximized Game Window was before running it and last drag

This issue does not happen in builds, only in Editor